public void OnInitConnect(FTAPI_Conn client, long errCode, string desc)
{
Console.WriteLine("InitConnected");
if (errCode == 0)
{
FTAPI_Qot qot = client as FTAPI_Qot;
{
GetGlobalState.Request req = GetGlobalState.Request.CreateBuilder().SetC2S(GetGlobalState.C2S.CreateBuilder().SetUserID(900019)).Build();
uint serialNo = qot.GetGlobalState(req);
Console.WriteLine("Send GetGlobalState: {0}", serialNo);
}
//这样连续的发消息是不太好的，容易占满缓冲区。
{
QotSub.Request.Builder reqBuilder = QotSub.Request.CreateBuilder();
QotSub.C2S.Builder csReqBuilder = QotSub.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode("00823");
stock.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security);
csReqBuilder.AddSecurityList(stock);
csReqBuilder.AddSubTypeList((int)QotCommon.SubType.SubType_Ticker);
csReqBuilder.SetIsSubOrUnSub(true);
csReqBuilder.SetIsRegOrUnRegPush(true);
reqBuilder.SetC2S(csReqBuilder);
//uint serialNo = qot.Sub(reqBuilder.Build());
//Console.WriteLine("Send Sub: {0}", serialNo);
}
}
}
internal void RequestContractDetails(QotCommon.QotMarket market, string code)
{
QotGetSecuritySnapshot.Request.Builder reqBuilder = QotGetSecuritySnapshot.Request.CreateBuilder();
QotGetSecuritySnapshot.C2S.Builder csReqBuilder = QotGetSecuritySnapshot.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode(code);
stock.SetMarket((int)market);
csReqBuilder.AddSecurityList(stock);
reqBuilder.SetC2S(csReqBuilder);
qot.GetSecuritySnapshot(reqBuilder.Build());
}
internal void CancelMarketData(QotCommon.QotMarket market, string code)
{
QotSub.Request.Builder reqBuilder = QotSub.Request.CreateBuilder();
QotSub.C2S.Builder csReqBuilder = QotSub.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode(code);
stock.SetMarket((int)market);
csReqBuilder.AddSecurityList(stock);
csReqBuilder.AddSubTypeList((int)QotCommon.SubType.SubType_Ticker);
csReqBuilder.SetIsSubOrUnSub(false);
csReqBuilder.SetIsRegOrUnRegPush(false);
reqBuilder.SetC2S(csReqBuilder);
uint serialNo = qot.Sub(reqBuilder.Build());
}
internal void RequestHistoricalData(QotCommon.QotMarket market, string code, DateTime beginTime, DateTime endTime, QotCommon.KLType kLType)
{
QotRequestHistoryKL.Request.Builder reqBuilder = QotRequestHistoryKL.Request.CreateBuilder();
QotRequestHistoryKL.C2S.Builder csReqBuilder = QotRequestHistoryKL.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode(code);
stock.SetMarket((int)market);
csReqBuilder.Security = stock.Build();
csReqBuilder.KlType = (int)kLType;
csReqBuilder.BeginTime = beginTime.ToString("yyyy-MM-dd");
csReqBuilder.EndTime = endTime.ToString("yyyy-MM-dd");
reqBuilder.SetC2S(csReqBuilder);
qot.RequestHistoryKL(reqBuilder.Build());
}
protected override QotRequestHistoryKL.Request.Builder MakeReqBuilder(ReqHisKL request)
{
QotRequestHistoryKL.Request.Builder reqBuilder = QotRequestHistoryKL.Request.CreateBuilder();
QotRequestHistoryKL.C2S.Builder csReqBuilder = QotRequestHistoryKL.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode(request.Security.Code);
stock.SetMarket((int)request.Security.Market);
csReqBuilder.Security = stock.Build();
csReqBuilder.RehabType = (int)request.RehabType;
csReqBuilder.KlType = (int)request.KLType;
csReqBuilder.BeginTime = request.Begin.ToString("yyyy-MM-dd");
csReqBuilder.EndTime = request.End.ToString("yyyy-MM-dd");
reqBuilder.SetC2S(csReqBuilder);
return(reqBuilder);
}
void SendSub(FTAPI_Qot qot)
{
QotSub.Request.Builder reqBuilder = QotSub.Request.CreateBuilder();
QotSub.C2S.Builder csReqBuilder = QotSub.C2S.CreateBuilder();
QotCommon.Security.Builder stock = QotCommon.Security.CreateBuilder();
stock.SetCode("00700");
stock.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security);
csReqBuilder.AddSecurityList(stock);
csReqBuilder.AddSubTypeList((int)QotCommon.SubType.SubType_Ticker);
csReqBuilder.SetIsSubOrUnSub(true);
csReqBuilder.SetIsRegOrUnRegPush(true);
reqBuilder.SetC2S(csReqBuilder);
uint serialNo = qot.Sub(reqBuilder.Build());
Console.WriteLine("SendSub: {0}", serialNo);
}